Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: A-H Premium Weekly (Nov 15th):Chalco and more

In today’s briefing:

  • A-H Premium Weekly (Nov 15th):Chalco, CICC, HUAHONG GROUP, CanSinoBIO
  • HK Short Interest Weekly: Xpeng, Citic Sec, Anta Sports, HSBC, Mnso
  • Hong Kong Connect Flows (Nov 15th): Alibaba, Xiaomi, SMIC, Tencent, Ping An Insurance, HKEx, CNOOC


A-H Premium Weekly (Nov 15th):Chalco, CICC, HUAHONG GROUP, CanSinoBIO

By Ke Yan, CFA, FRM

  • We analyse the changes of A-H premium on 150 stocks over the last week. The average A-H premium was 104.8% as of Nov 15th.
  • The average A-H premium changed by 6.9ppt week-on-week, led by financials, information technology, consumer discretionary and offset by communication services.
  • We highlight weekly changes in A-H premium for Chalco, CICC, HUAHONG GROUP, CanSinoBIO.

HK Short Interest Weekly: Xpeng, Citic Sec, Anta Sports, HSBC, Mnso

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Nov 8th.
  • Top short increases and decreases were tabulated for one week and four week period. 
  • We highlight short changes in Xpeng, Citic Sec, Anta Sports, HSBC, Mnso.

Hong Kong Connect Flows (Nov 15th): Alibaba, Xiaomi, SMIC, Tencent, Ping An Insurance, HKEx, CNOOC

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of November 15th.
  • The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.
  • We highlight flows for Alibaba, Xiaomi, SMIC, Tencent, Ping An Insurance, HKEx, CNOOC.

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